THE DESIGN AND ANALYSIS OF EXPERIMENTS. By Oscar Kempthorne. New York, John Wiley and Sons, Inc., 1952. 631 pp. $8.50. This book by a teacher of statistics (as well as a consultant for \"experimenters\") is a comprehensive study of the philosophical background for the statistical design of experiment. It is necessary to have some facility with algebraic notation and manipulation to be able to use the volume intelligently. The problems are presented from the theoretical point of view, without such practical examples as would be helpful for those not acquainted with mathematics. The mathematical justification for the techniques is given. As a somewhat advanced treatment of the design and analysis of experiments, this volume will be interesting and helpful for many who approach statistics theoretically as well as practically. With emphasis on the \"why,\" and with description given broadly, the author relates the subject matter to the general theory of statistics and to the general problem of experimental inference. MARGARET J. ROBERTSON

The Design and Analysis of Experiments

Probability Distributions.- Linear Models for Regression.- Linear Models for Classification.- Neural Networks.- Kernel Methods.- Sparse Kernel Machines.- Graphical Models.- Mixture Models and EM.- Approximate Inference.- Sampling Methods.- Continuous Latent Variables.- Sequential Data.- Combining Models.

Pattern Recognition and Machine Learning

Data Mining - Concepts and Techniques.

Data Mining Practical Machine Learning Tools and Techniques

计量经济分析 = Econometric analysis

Empirical analysis of GARCH models in value at risk estimation

We apply a number of statistical and machine learning techniques to classify and rank gamma-ray sources from the Third Fermi Large Area Telescope (LAT) Source Catalog (3FGL), according to their likelihood of falling into the two major classes of gamma-ray emitters: pulsars (PSR) or Active Galactic Nuclei (AGN). Using 1904 3FGL sources that have been identified/associated with AGN (1738) and PSR (166), we train (using 70% of our sample) and test (using 30%) our algorithms and find that the best overall accuracy (>96%) is obtained with the Random Forest (RF) technique, while using a logistic regression (LR) algorithm results in only marginally lower accuracy. We apply the same techniques on a sub-sample of 142 known gamma-ray pulsars to classify them into two major subcategories: young (YNG) and millisecond pulsars (MSP). Once more, the RF algorithm has the best overall accuracy (~90%), while a boosted LR analysis comes a close second. We apply our two best models (RF and LR) to the entire 3FGL catalog, providing predictions on the likely nature of {\it unassociated} sources, including the likely type of pulsar (YNG or MSP). We also use our predictions to shed light on the possible nature of some gamma-ray sources with known associations (e.g. binaries, SNR/PWN). Finally, we provide a list of plausible X-ray counterparts for some pulsar candidates, obtained using Swift, Chandra, and XMM. The results of our study will be of interest for both in-depth follow-up searches (e.g. pulsar) at various wavelengths, as well as for broader population studies.

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Classification and ranking of fermi lat gamma-ray sources from the 3fgl catalog using machine learning techniques

A supervisor's behaviour may not be the only factor that determines the performance of team members (Kerr & Jermier, 1978). Taking this postulation as a basis, we formulated a model to describe how service climate moderates the effects of the leadership behaviour of supervisors. When the organization and working environment are not conducive to providing a good service to colleagues and customers, the supervisor's leadership behaviour makes an important difference. However, when the service climate is good, a supervisor's leadership behaviour makes no substantial difference. This hypothesis was supported in an examination of the service quality of 511 frontline service providers as sampled from 55 work groups in 6 service organizations. The employee service quality was low when both the service climate and the supervisor's leadership behaviour were lacking. However, when the service climate was unfavourable, effective leadership behaviour played a compensatory role in maintaining performance standards towards external customers. When the leadership was ineffective, a favourable service climate nullified the negative effect on service quality to internal customers.

The effects of service climate and the effective leadership behaviour of supervisors on frontline employee service quality : a multi-level analysis

This book introduces advanced undergraduate, graduate students and practitioners to statistical methods for ranking data. An important aspect of nonparametric statistics is oriented towards the use of ranking data. Rank correlation is defined through the notion of distance functions and the notion of compatibility is introduced to deal with incomplete data. Ranking data are also modeled using a variety of modern tools such as CART, MCMC, EM algorithm and factor analysis. This book deals with statistical methods used for analyzing such data and provides a novel and unifying approach for hypotheses testing. The techniques described in the book are illustrated with examples and the statistical software is provided on the authors website.

Statistical Methods for Ranking Data

Ranked set sampling (RSS) utilizes inexpensive auxiliary information about the ranking of the units in a sample to provide a more precise estimator of the population mean of the variable of interest Y, which is either difficult or expensive to measure. However, the ranking may not be perfect in most situations. In this paper, we assume that the ranking is done on the basis of a concomitant variable X. Regression-type RSS estimators of the population mean of Y will be proposed by utilizing this concomitant variable X in both the ranking process of the units and the estimation process when the population mean of X is known. When X has unknown mean, double sampling will be used to obtain an estimate for the population mean of X. It is found that when X and Y jointly follow a bivariate normal distribution, our proposed RSS regression estimator is more efficient than RSS and simple random sampling (SRS) naive estimators unless the correlation between X and Y is low (/rho/ < 0.4). Moreover, it is always superior to the regression estimator under SRS for all rho. When normality does not hold, this approach could still perform reasonably well as long as the shape of the distribution of the concomitant variable X is only slightly departed from symmetry. For heavily skewed distributions, a remedial measure will be suggested. An example of estimating the mean plutonium concentration in surface soil on the Nevada Test Site, Nevada, U.S.A., will be considered.

Philip L. H. Yu

Papers

Empirical analysis of GARCH models in value at risk estimation

Classification and ranking of fermi lat gamma-ray sources from the 3fgl catalog using machine learning techniques

The effects of service climate and the effective leadership behaviour of supervisors on frontline employee service quality : a multi-level analysis

Statistical Methods for Ranking Data

Regression estimator in ranked set sampling